+112.4%
ABT vs DBX
+20.1%
+92.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | 0.0% |
| 7D | -3.7% | -2.4% | -1.2% | -3.3% |
| 30D | +2.5% | -0.5% | +3.0% | +2.4% |
| 3M | +20.2% | +28.1% | -7.9% | +15.0% |
| 6M | -2.9% | +33.1% | -36.0% | -8.2% |
| YTD | -11.9% | +25.3% | -37.2% | -15.9% |
| 1Y | -16.5% | +18.3% | -34.9% | -19.8% |
| 3Y | +12.1% | +25.0% | -12.9% | +4.1% |
| 5Y | -7.4% | +7.5% | -14.9% | -13.4% |
| All | +112.4% | +20.1% | +92.3% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DBX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling